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Clear Secure, Inc. YOU

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-07T04:15:53.762Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:00:00.002056289Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T04:10:02.021716+00:00

Share price$55.81
1D-0.3%
AH$55.53$56.07$56.61$57.15$57.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYOU
Sold putSold callAH

Clear Secure, Inc. options

Live interpolated YOU call and put midpoint premiums by absolute delta.Clear Secure, Inc.$0.42$1.89$3.36$4.84$6.31$40.17$48.46$56.75$65.05$73.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YOU spot · $55.81YOU PRICE$0.58$0.75$0.99$1.23$1.48$1.72$1.96$2.20$2.56$3.39$4.22$5.05$5.89$0.68$0.89$1.10$1.31$1.53$1.87$2.24$2.62$2.99$3.37$3.75$4.12$4.50
PutsCheap0.51×
CallsCheap0.37×
SkewBullish-4.20 pp
Implied moveBearish±$4.20
TiltBalanced1.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.3250.0%10.9%51.4747.9%9.0%
25Δ59.7846.9%8.5%52.3147.4%7.9%
30Δ59.0846.6%7.6%53.1447.0%6.8%
35Δ58.3846.2%6.8%53.9846.5%5.6%
40Δ57.6845.8%6.0%54.8146.1%4.5%
45Δ56.9745.5%5.2%55.4945.4%3.9%
50Δ56.2745.1%4.3%56.1244.6%3.5%
55Δ55.5744.7%3.5%56.7543.9%3.0%
60Δ54.8145.1%2.8%57.3843.1%2.5%
65Δ53.7948.6%2.5%58.0242.4%2.1%
70Δ52.7852.1%2.1%58.6541.6%1.6%
75Δ51.7655.6%1.8%59.2840.8%1.2%
80Δ50.7559.2%1.5%59.9140.1%0.7%

20Δ

Calls
Pseudo strike
61.32
IV
50.0%
B/E move
10.9%
Puts
Pseudo strike
51.47
IV
47.9%
B/E move
9.0%

25Δ

Calls
Pseudo strike
59.78
IV
46.9%
B/E move
8.5%
Puts
Pseudo strike
52.31
IV
47.4%
B/E move
7.9%

30Δ

Calls
Pseudo strike
59.08
IV
46.6%
B/E move
7.6%
Puts
Pseudo strike
53.14
IV
47.0%
B/E move
6.8%

35Δ

Calls
Pseudo strike
58.38
IV
46.2%
B/E move
6.8%
Puts
Pseudo strike
53.98
IV
46.5%
B/E move
5.6%

40Δ

Calls
Pseudo strike
57.68
IV
45.8%
B/E move
6.0%
Puts
Pseudo strike
54.81
IV
46.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
56.97
IV
45.5%
B/E move
5.2%
Puts
Pseudo strike
55.49
IV
45.4%
B/E move
3.9%

50Δ

Calls
Pseudo strike
56.27
IV
45.1%
B/E move
4.3%
Puts
Pseudo strike
56.12
IV
44.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
55.57
IV
44.7%
B/E move
3.5%
Puts
Pseudo strike
56.75
IV
43.9%
B/E move
3.0%

60Δ

Calls
Pseudo strike
54.81
IV
45.1%
B/E move
2.8%
Puts
Pseudo strike
57.38
IV
43.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
53.79
IV
48.6%
B/E move
2.5%
Puts
Pseudo strike
58.02
IV
42.4%
B/E move
2.1%

70Δ

Calls
Pseudo strike
52.78
IV
52.1%
B/E move
2.1%
Puts
Pseudo strike
58.65
IV
41.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
51.76
IV
55.6%
B/E move
1.8%
Puts
Pseudo strike
59.28
IV
40.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
50.75
IV
59.2%
B/E move
1.5%
Puts
Pseudo strike
59.91
IV
40.1%
B/E move
0.7%

Options history

IV · four-Friday blend58.55%
Daily close
YOU48.7%54.0%59.4%2026-08-10: 54.11%2026-08-11: 52.98%2026-08-12: 54.34%2026-08-13: 51.66%2026-08-14: 49.95%2026-08-17: 50.86%2026-08-18: 49.93%2026-08-19: 52.53%2026-08-20: 55.47%2026-08-21: 50.92%2026-08-24: 51.69%2026-08-25: 51.43%2026-08-26: 50.70%2026-08-27: 50.96%2026-08-28: 51.31%2026-08-31: 50.76%2026-09-01: 50.15%2026-09-04: 49.40%2026-09-18: 49.96%2026-09-21: 51.46%2026-09-22: 50.44%2026-09-23: 52.01%2026-09-24: 51.59%2026-09-25: 50.87%2026-09-28: 53.25%2026-09-30: 54.29%2026-10-15: 58.66%2026-10-16: 57.46%2026-10-19: 57.66%2026-10-20: 57.16%2026-10-21: 57.75%2026-10-22: 57.48%2026-10-23: 56.79%2026-10-26: 57.69%2026-10-27: 55.17%2026-10-28: 57.69%2026-10-29: 56.97%2026-10-30: 58.55%Aug 10Sep 18Oct 30
38 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
54.11%
52.98%
54.34%
51.66%
49.95%
50.86%
49.93%
52.53%
55.47%
50.92%
51.69%
51.43%
50.70%
50.96%
51.31%
50.76%
50.15%
49.40%
49.96%
51.46%
50.44%
52.01%
51.59%
50.87%
53.25%
54.29%
58.66%
57.46%
57.66%
57.16%
57.75%
57.48%
56.79%
57.69%
55.17%
57.69%
56.97%
58.55%